Details about Eric Mark Aldrich

Access statistics for papers by Eric Mark Aldrich.

Last updated 2017-02-18. Update your information in the RePEc Author Service.

Short-id: pal373

Working Papers

2014

1. A Compound Multifractal Model for High-Frequency Asset Returns
   BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory
   Also in Papers, arXiv.org (2014) View citations (1)

2012

2. Trading Volume in General Equilibrium with Complete Markets
   2012 Meeting Papers, Society for Economic Dynamics View citations (5)

2010

3. Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
   Working Papers, Duke University, Department of Economics View citations (8)
4. Habit, Long-Run Risks, Prospect? A Statistical Inquiry
   Working Papers, Duke University, Department of Economics
   See also Journal Article Habit, Long-Run Risks, Prospect? A Statistical Inquiry, Journal of Financial Econometrics, Oxford University Press (2011) View citations (9) (2011)
5. Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   Also in Working Papers, Duke University, Department of Economics (2010)
   NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
   See also Journal Article Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (52) (2011)

Journal Articles

2016

1. A compound duration model for high-frequency asset returns
   Journal of Empirical Finance, 2016, 39, (PA), 105-128 View citations (1)

2011

2. Habit, Long-Run Risks, Prospect? A Statistical Inquiry
   Journal of Financial Econometrics, 2011, 9, (4), 589-618 View citations (9)
   See also Working Paper Habit, Long-Run Risks, Prospect? A Statistical Inquiry, Working Papers (2010) (2010)
3. Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
   Journal of Economic Dynamics and Control, 2011, 35, (3), 386-393 View citations (52)
   See also Working Paper Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors, PIER Working Paper Archive (2010) (2010)

2006

4. Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching SpaceTime Method
   Journal of the American Statistical Association, 2006, 101, 968-979 View citations (67)

2005

5. Do People Value Racial Diversity? Evidence from Nielsen Ratings
   The B.E. Journal of Economic Analysis & Policy, 2005, 5, (1), 24 View citations (18)